Identifying actionable serial correlations in financial markets
Financial markets are complex systems where information processing occurs at multiple levels. One signature of this information processing is the existence of recurrent sequences. In this paper, we developed a procedure for finding these sequences and a process of statistical significance testing to...
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| Main Authors: | , , , , , |
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| 其他作者: | |
| 格式: | Article |
| 語言: | English |
| 出版: |
2021
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| 主題: | |
| 在線閱讀: | https://hdl.handle.net/10356/151067 |
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| 機構: | Nanyang Technological University |
| 語言: | English |